Aristide Elysée Houndetoungan

big data and econometrics seminar

Aristide Elysée Houndetoungan

Université Cergy-Pontoise
Count data models with social interactions under rational expectations

IBD Salle 21

Îlot Bernard du Bois - Salle 21

5-9 boulevard Maurice Bourdet
13001 Marseille

Mardi 7 décembre 2021| 14:00 - 15:30

Michel Lubrano : michel.lubrano[at]
Pierre Michel : pierre.michel[at]


I present a peer effects model for count data using a static game of incomplete information. I provide sufficient conditions under which the game equilibrium is unique. I estimate the model's parameters using the Nested Partial Likelihood approach and establish asymptotic properties of the estimator. I show that using the standard linear-in-means spatial autoregressive (SAR) model or the SAR Tobit model to estimate peer effects on counting variables generated from the game asymptotically underestimates the peer effects. I use the model to study peer effects on students participation in extracurricular activities, controlling for network endogeneity.